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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 5
74.53%
16.77%
-IndustryMonthLast 25
-2.55%
0.65%
5
+IndustryYearTop 10
55.9%
16.78%
-GlobalYearLast 10
6.89%
16.78%
A
+IndustryYearTop 5
35.89%
15.48%
-GlobalWeekLast 25
0.45%
0.25%

Treynor Ratio

Also known as reward-to-volatility ratio is a measure of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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